+39.6%
ALNY vs PENG
+107.7%
-68.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | +5.7% | +7.8% | -2.1% | +5.3% |
| 30D | +18.7% | -12.2% | +30.9% | +19.3% |
| 3M | -11.0% | -20.6% | +9.7% | -10.4% |
| 6M | -18.9% | +180.9% | -199.8% | -29.8% |
| YTD | -34.6% | +162.3% | -196.9% | -43.2% |
| 1Y | -42.8% | +107.3% | -150.1% | -49.2% |
| 3Y | +29.1% | +110.8% | -81.6% | +7.0% |
| 5Y | +39.6% | +117.8% | -78.2% | +13.3% |
| All | +39.6% | +107.7% | -68.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling